Related papers: Variable Selection for High-dimensional Generalize…
In this article, we develop a distributed variable screening method for generalized linear models. This method is designed to handle situations where both the sample size and the number of covariates are large. Specifically, the proposed…
We consider the problem of estimating the conditional mean of a real Gaussian variable $\nolinebreak Y=\sum_{i=1}^p\nolinebreak\theta_iX_i+\nolinebreak \epsilon$ where the vector of the covariates $(X_i)_{1\leq i\leq p}$ follows a joint…
Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…
Understanding interaction effects among variables is important for regression modeling in various applications. The conventional approach of quantifying interactions as the product of variables often lacks clear interpretability, especially…
In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…
Although deep learning has achieved appealing results on several machine learning tasks, most of the models are deterministic at inference, limiting their application to single-modal settings. We propose a novel general-purpose framework…
This paper presents a novel method for statistical inference in high-dimensional binary models with unspecified structure, where we leverage a (potentially misspecified) sparsity-constrained working generalized linear model (GLM) to…
We developed a statistical inference method applicable to a broad range of generalized linear models (GLMs) in high-dimensional settings, where the number of unknown coefficients scales proportionally with the sample size. Although a…
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…
Hidden Markov Models (HMM) have been used for several years in many time series analysis or pattern recognitions tasks. HMM are often trained by means of the Baum-Welch algorithm which can be seen as a special variant of an expectation…
The instrumental variables (IVs) method is a leading empirical strategy for causal inference. Finding IVs is a heuristic and creative process, and justifying its validity -- especially exclusion restrictions -- is largely rhetorical. We…
Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…
Modeling of high-dimensional data is very important to categorize different classes. We develop a new mixture model called Multinomial cluster-weighted model (MCWM). We derive the identifiability of a general class of MCWM. We estimate the…
Bayesian variable selection methods are powerful techniques for fitting and inferring on sparse high-dimensional linear regression models. However, many are computationally intensive or require restrictive prior distributions on model…
Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression…
The problem of learning the structure of a high dimensional graphical model from data has received considerable attention in recent years. In many applications such as sensor networks and proteomics it is often expensive to obtain samples…
We consider linear mixed models in which the observations are grouped. A L1-penalization on the fixed effects coefficients of the log-likelihood obtained by considering the random effects as missing values is proposed. A multicycle ECM…
Recent advancements in Large Multimodal Models (LMMs) have attracted interest in their generalization capability with only a few samples in the prompt. This progress is particularly relevant to the medical domain, where the quality and…
This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…
Standard approaches for variable selection in linear models are not tailored to deal properly with high-dimensional and incomplete data. Currently, methods dedicated to high-dimensional data handle missing values by ad-hoc strategies, like…